The p-type (Bi_0.15Sb_0.85)₂Te₃ and PbTe are typical thermoelectric materials used for low and middle temperature range and functional graded materials (FGM) is an inevitable way to widen the working temperature range. Here two segments graded thermoelectric materials (GTM) consisting of (Bi_0.15Sb_0.85)₂Te₃, PbTe and different barriers were fabricated by the common hot pressure method. Metals Fe, Mg and Ni were used as barriers between the two segments. The diffusion of different barriers between the barriers and bases were analyzed by electron microprobe analysis (EMA). The phase and crystal structures were determined by X-ray diffraction analysis (XRD). The thermoelectric properties were measured at 303 K along the direction parallel to the pressing direction. The results show that the compositional diffusion occurs when there is no barrier at the interface of the two segments, and the diffusion of Pb is most obvious; as the barrier material, the diffusion of metals Fe, Mg and Ni between different bases is not very obvious, and the thermoelectric properties of GTM is much better than that of the original segment.